Temporary Course Spring 2016
The College of Management at EPFL will host a three-day workshop on econometric techniques in macroeconomics organized by Steven Yamarik. Intended for Masters and PhD students, the workshop will both introduce you to estimation methods used in macroeconomics today and how to apply and interpret those techniques using Stata. The workshop will culminate with a replication (and possible reproduction) of a published study. The workshop will be conducted on three consecutive Thursdays from 10:00 to 15:00 (with lunch provided). February 25th; March 3rd; March 10th 2016
Day 1st will examine univariate time series topics such as stationarity, ARIMA, and multivariate time series methods such as VAR, co-integration and VECM. Day 2 will focus on panel data estimation and endogeneity. Day 3 will be devoted to the replications.
Each day will be scheduled as follows:
- 10:00 – 12:00: Econometric Theory Session
- 12:00 – 13:00: Lunch with Food Provided
- 13:00 – 15:00: Stata Application Session
Participants may attend one, two or all three days and lunch is included for workshop participants.
Steven Yamarik is a professor of economics at California State University at Long Beach and is currently visiting EPFL at the sponsorship of Luisa Lambertini. His current research focuses on applying macroeconomic techniques and methods to U.S. states and cross-country trade and investment flows. He has published over 20 papers, many in leading economics journals. My email address is